+255.5%
NTRS vs RBA
+206.5%
+49.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.8% | -2.7% | -0.1% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | -0.7% | -2.9% | +2.3% | +0.1% |
| 3M | +11.3% | -20.9% | +32.2% | +18.4% |
| 6M | +35.5% | -17.7% | +53.2% | +42.0% |
| YTD | +40.6% | -18.2% | +58.8% | +47.1% |
| 1Y | +49.2% | -29.1% | +78.3% | +63.3% |
| 3Y | +167.2% | +29.5% | +137.7% | +138.8% |
| 5Y | +94.9% | +40.2% | +54.7% | +65.1% |
| All | +255.5% | +206.5% | +49.0% | +112.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RBA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling